Macroeconomic news surprises and volatility spillover in foreign exchange markets
Walid Ben Omrane and
Christian Hafner
No 2015028, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Date: 2015-01-01
Note: In : Empirical Economics, vol. 48, no. 2, p. 577-607 (2015)
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Related works:
Journal Article: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2015)
Working Paper: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2013)
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